Variational sums and generalized linear processes

DOI10.1080/17442508208833237zbMath0512.60023OpenAlexW2076131371WikidataQ126241079 ScholiaQ126241079MaRDI QIDQ3657132

William N. Hudson, Patrick L. Brockett

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833237

zbMATH Keywords

linear processadditive processvariational sumtruncation principle

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sample path properties (60G17) Stochastic integrals (60H05) Zero-one laws (60F20) Markov processes (60J99)

Cites Work

• A conditional dichotomy theorem for stochastic processes with independent increments
• The distribution of the likelihood ratio for additive processes
• Sample functions behavior of increasing processes with stationary, independent increments
• Strong variation for the sample functions of a stable process
• On the $\gamma$-Variation of Processes with Stationary Independent Increments
• Representation of the characteristic function of a stochastic integral
• Variational sums of infinitesimal systems
• Distinguishing Stable Probability Measures Part I: Discrete Time
• A statistical theory of reverberation and similar first-order scattered fields--I: Waveforms and the general process
• On a class of stochastic processes which are closed under linear transformations
• The variation of a stable path is stable
• Variations of processes with stationary, independent increments
• Uniform lower functions for subordinators
• A statistical theory of reverberation and similar first-order scattered fields--III: Waveforms and fields
• Path properties of processes with independent and interchangeable increments

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